Orthogonal Polynomials and Random Matrices

Percy Deift

ISBN 10: 0821826956 / ISBN 13: 9780821826959

Published by American Mathematical Society, US, 2000

About this Item

This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random $n {\times} n$ matrices exhibit universal behavior as $n {\rightarrow} {\infty}$? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.

Seller Inventory # LU-9780821826959

Bibliographic Details

• Title: Orthogonal Polynomials and Random Matrices
• Publisher: American Mathematical Society, US
• Publication Date: 2000
• Language: English
• ISBN 10: 0821826956
• ISBN 13: 9780821826959
• Binding: Paperback
• Condition: New
• Dimensions: 17.78W x 1.91H x 25.4D centimeters 17.78 centimeters width by 1.91 centimeters height by 25.4 centimeters depth
• Weight: 496 grams

About this title

Synopsis

This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random $n {\times} n$ matrices exhibit universal behavior as $n {\rightarrow} {\infty}$? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.